generally, if you want to filter for a place on the Explore screen, you should use the Location box (X in the screenshot below) only as a fallback if Filters > More Filters > Places (Y in the screenshot) does not return the place you’re looking for.
Y will search only among places defined within iNaturalist. X will search for places in Google and then try to match the result to a place in iNaturalist, and sometimes that process doesn’t work as you would expect. (X is useful in cases where the place is not defined in iNaturalist, and in such a case, the Google place can be used as the basis for a bounding box within which your observation search will occur.)
one day the Explore screen will be redesigned to make the distinction between the Location search and the Places search more obvious, but it will probably be a while before that happens.